-56.9%
FIG vs IT
-30.7%
-26.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.2% |
| 7D | -14.5% | -9.1% | -5.3% | -9.5% |
| 30D | -13.3% | -12.2% | -1.2% | -6.4% |
| 3M | +7.4% | +7.8% | -0.4% | +1.1% |
| 6M | -27.8% | +2.0% | -29.8% | -30.3% |
| YTD | -41.1% | -32.7% | -8.4% | -36.9% |
| All | -56.9% | -30.7% | -26.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling